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Publication:3923524
zbMath0469.65041MaRDI QIDQ3923524
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Publication date: 1980
Full work available at URL: https://eudml.org/doc/193367
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numerical resultsiterative methodsHamilton-Jacobi-Bellman equationsfinite difference discretizationmaximum of uniformly elliptic operators
Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)
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- Control of a Solution of a Stochastic Integral Equation
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